Fix process pool fallback on Python 3.10 (GH-2631)

In Python 3.10 the exception generated by creating a process pool on
a Python build that doesn't support this is now `NotImplementedError`

Commit history before merge:

* Fix process pool fallback on Python 3.10
* Update CHANGES.md
* Update CHANGES.md

Co-authored-by: Jelle Zijlstra <jelle.zijlstra@gmail.com>